重要事項 Import Notes

重要事項 Import Notes
修習國際金融專題學生,
請務必參見 課程網頁維護重要事項 Import Notes
Registered students MUST see the Import Notes

2010-10-24

Nontradables and the valuation of RMB—An evaluation of the Big Mac index

文獻來源 source：
YANG, jiawen(2004), "Nontradables and the valuation of RMB－An evaluation of the Big Mac index," China Economic Review, Vol 15, Issue 3, pp. 353-359. [原文連結至DOI]

基本理論 Theoretic Grounds： PPP

研究方法（估計、檢定、指標）與邏輯 Methodology： 單根檢定-ADF、Johansen共整合檢定

需要的統計數據 Required Data： 大麥克指數、中國對台灣之匯率

主要實證結果 Main Findings： 發現中國有幣值低估之現象

困難處或遭遇之問題 Your Questions and Difficulties：

有用的參考文獻 Other Useful Resources：時間序列分析 -楊奕農
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學習記事

10/18
1.Balassa-Samuelson假設的定義講解
2.說明選用變數與基準點的重要性
3.動態與靜態情況下的LOP探討

10/11
1.複習迴歸之基本假設
2.deviation from PPP之講解
3.錯誤觀念→樣本數愈多愈好

10/4
1.PPP購買力平價說的講解
2.PPP和LOP的說明、比較
3.迴歸式的假設與轉換方法的說明

9/27
1.複習各類匯率制度：浮動匯率、固定匯率與管理浮動匯率
2.遠期匯率與即期匯率之說明
3.金本位制度與美元本位匯率制度的介紹
4.布列頓森林體系的說明
5.DIY model

9/20
1.課程大綱之介紹
2.gretl軟體的介紹
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PO 文注意事項 (Notes about your posts required for this course)

每位同學必需建立與維護 2 個網頁: (updated on 2010.9.19)
Every registered student MUST post and maintain TWO pages at this site.

1. 你的期末報告想要仿照的原始 paper 重點摘要頁, 見 [範例]
A summary of the paper you choose to follow in your term-project. (see a suggestive [summary example ]).

2. 你的學習紀錄頁, 見 [範例]
A "learning weblog" of your progress during this course (see [example]). This example is demonstrative rather than required to conform to.

3. 記得每一頁要在頁尾處輸入你的「標籤」, 包含學號後5碼, 名字或暱稱, 和 其它你自訂的關鍵字, 例 ADF、共整合、PPP、等
When you edit your pages, be sure to write appropriate "Tags" (as many as you wish) (around the bottom of editing screen) for your posted pages to let me identify your required contributions. The tags should at least include your last 5-digit student ID and keywords about the page.

4. 請同學在你所選的 paper 加上標籤:「已選」
If you have already decided a paper to follow and post a page for it. Please be sure to attach that page a specific tag named "selected or 已選." It is of course possible that two or more students may choose the same paper to follow as their term-project. BUT only one of them can be authorized to follow the specific paper. The decision will be based on a first-come-first-serve rule. That is, the one who posts the summary page of a paper gets the first priority to follow that paper posted with a tag named"selected" paper .

5. 在你的 學習紀錄頁加上標籤:「學習記事」
Don't forget to stick a tag "weblog" with your "learning weblog" page in addition to your last 5-digit student ID.


== Posted on 2009.10.05 ==
請同學在你所選的 paper 加上標籤:「已選」
在你的 學習紀錄頁加上標籤:「學習記事」